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Topic: fmincon question
Replies: 1   Last Post: Jan 21, 2013 10:55 AM

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Alan Weiss

Posts: 1,208
Registered: 11/27/08
Re: fmincon question
Posted: Jan 21, 2013 10:55 AM
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On 1/21/2013 1:34 AM, Haemish wrote:
> Dear sir,
>
> I use fmincon function for a constraint minimization problem.
>
> I have some problems about fmincon and would you mind giving me an
> answer on it?
>
> When I use fmincon, the function has a form of
> '[x,fval]=fmincon(@objfun,x0,[],[],[],[],lb,ub,@confun,options)'
>
> And there is an simple example of x0 = 0, lb = 0, ub = 10.
>
> Even thoug I put the lb and ub non-negative, I think that the
> searching is executed on the area of all (negative ~ 0 ~ positive).
> And the final answer is found between lb and ub.
>
> But is there any way to find an answer in the domain of definition of
> lb to ub?
> In my real problem, it is essential to find a solution in the limited
> area (not searching out of that).
>
> Sincerely yours,
>
> Thank you.
>
> Minjae Kim


Take a look at the documentation on bound constraints:
http://www.mathworks.com/help/optim/ug/writing-constraints.html#br9p_ry

This shows which algorithms satisfy bounds at all iterations.

Alan Weiss
MATLAB mathematical toolbox documentation



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